What is the ruling of the religion on worshipping in the desert alone for forty days, burning and burying thirty bats and a fox, and applying kohl with them to see everything?

It is not permissible to burn animals with fire, due to the Prophet's (peace and blessings be upon him) saying: "Indeed, none should punish with fire except the Lord of fire," and "Do not punish with the punishment of Allah." Worshipping through burning animals is an innovation (bid'ah) not mentioned in the Quran or Sunnah, and whoever does that is a charlatan imposter.